Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52250.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.598 %¶

This Week¶

Return: -1.587 %¶

Total¶

Return: 70.969 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 1.250000 4374.000000 54.000000 1.250000 4320.000000
BHG Group 49 4.150000 664.440000 25.440000 3.980000 638.999984
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
Nolato B 12 -0.190000 644.400000 -1.200000 -0.190000 645.600000
SCA A 4 -0.800000 597.600000 -1.400000 -0.230000 599.000000
Latour B 2 0.220000 446.400000 -2.600000 -0.580000 449.000000
Investor B 3 -0.460000 652.500000 -3.000000 -0.460000 655.500000
Biotage 4 -0.730000 599.600000 -3.400000 -0.560000 603.000000
Addnode Group B 6 -0.560000 745.800000 -4.200000 -0.560000 750.000000
Addtech B 3 -0.340000 694.800000 -5.200000 -0.740000 699.999999
Creades A 7 -1.140000 605.500000 -5.500000 -0.900000 610.999998
SynAct Pharma 9 -0.980000 639.000000 -6.000000 -0.930000 645.000003
BONESUPPORT HOLDING 10 -0.570000 1218.000000 -6.000000 -0.490000 1224.000000
NCC B 7 0.430000 647.850000 -6.150000 -0.940000 653.999997
Sampo Oyj SDB 1 0.610000 498.000000 -7.000000 -1.390000 505.000000
Fortnox 10 0.150000 656.000000 -12.000000 -1.800000 668.000000
Sdiptech B 3 0.000000 810.000000 -12.000000 -1.460000 822.000000
Indutrade 5 -0.460000 1307.000000 -13.000000 -0.980000 1320.000000
Embracer Group B 26 -0.340000 647.920000 -14.080000 -2.130000 661.999988
Humana 40 -1.090000 654.400000 -19.600000 -2.910000 674.000000
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -1.380000 644.400000 -32.600000 -4.820000 677.000001
Volati 5 -0.370000 538.000000 -36.000000 -6.270000 574.000000
Lundin Gold 7 -0.300000 938.000000 -36.000000 -3.700000 973.999999
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Ambea 68 -1.090000 2473.840000 -63.160000 -2.490000 2537.000032
Balco Group 39 -1.700000 1805.700000 -69.300000 -3.700000 1874.999997
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 20 -0.420000 3798.000000 -118.000000 -3.010000 3916.000000
Bactiguard Holding B 37 -8.600000 2752.800000 -207.200000 -7.000000 2960.000000
TOTAL 45859.450000 -863.150000 -1.68664% 46722.599938

Updated:¶

'2023-06-09 09:20:32.892485'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶